+693.9%
CIEN vs MUB
+78.6%
+615.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | +8.7% | +0.4% | +8.3% | +8.5% |
| 30D | -26.9% | +3.9% | -30.8% | -28.4% |
| 3M | -23.6% | -0.2% | -23.4% | -23.5% |
| 6M | -49.1% | -0.4% | -48.7% | -49.0% |
| YTD | +26.6% | +0.5% | +26.1% | +26.4% |
| 1Y | +42.7% | +0.7% | +42.1% | +42.4% |
| 3Y | +570.8% | +11.1% | +559.8% | +539.2% |
| 5Y | +386.4% | +3.7% | +382.7% | +376.1% |
| 10Y | +1,261.7% | +22.9% | +1,238.8% | +1,191.8% |
| All | +693.9% | +78.6% | +615.3% | +467.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling